Update your coverages
The priority for most people is health insurance. Ideally, you should not go for a single day without health insurance.
Here, you have a few options. You can typically continue your employer group health insurance by electing COBRA coverage. However with COBRA, you will be responsible for paying up to 102% of the premium costs, which might be a lot more money than you're used to paying for health insurance coverage.
When you leave your job for any reason and lose your health insurance, you can go to HealthCare.gov Opens in a new window and immediately apply for other health insurance options. Depending on your income and family size, you might qualify for Medicaid, CHIP (Children's Health Insurance Program) coverage for your kids, or a subsidized ACA (Affordable Care Act) health insurance plan.
You can also consider short-term health insurance. While it may not be a permanent solution, it can protect you from unexpected medical costs and offer peace of mind while you're between jobs.
As for life insurance and disability insurance, these are also worth continuing if you can, because the insurance you got from your employer might be better than what you could find on your own. Talk to your employer or your insurance company to see what options exist for you to continue paying your premiums or to convert your life and disability policies to an individual policy that is separate from your employer group coverage.
Continuing your life and disability coverage gives you portability – you can often preserve your insurability without having to go through a new medical exam or additional underwriting. It's more convenient and can often save you money because the insurance company will typically treat you like a current policyholder.